I found reasons of some Unhandled Exceptions in EE2. I'll try to explain what cause them, and when the FIX will be prepared.
I noticed that "Flags" show the unique crash code. I'm not sure about the other values.

The crash is caused by Unofficial Patch 1.5 missile launchers (V2 Launcher, TBM Launcher).
Problem: When a missile is being launched, and a citizen is trying to start the construction of a building under the launcher - game crashes. It's probably caused by the ProjectileMissileMove type ICBM.
The first FIX for this crash appeared in UP1.5.3, unfortunately the fix works only in ~80-90% cases. The fix "pauses" all citizens in range 6 from the missile launcher for 5 seconds, when a missile is being launched. Unfortunately the FIX starts after 1 second, so there's still crash probablity, also in UP1.5.3 AI players are using TBM launchers, so there is bigger crash probablity than in previous versions of UP1.5.

I found a new fix for this problem. The fix works as an area effect (dbareaeffects_unittype.ddf):

Unhandled exception means that some of the executable programs in the application you are trying to run/install are violating the integrity of the configuration of your system. It will not allow you to proceed but it has no way of informing you what is the exact error message. It could be that it is trying to write on a memory space reserved for the operating system or that some of the program code is corrupted.

Yes, thankfully I fixed almost all (if not all) unhandled excpetion crashes on EE2 wth Unofficial Patch 1.5, by modding game files, or editing exe with assembly and correcting (or NOPing) some functions. Right now it's hardly ever crashing for the bad-code reason, the remaining crashes are probably related to OS/hadware.

(Windows XP) the patch installs ok although I get a message at the end saying "Could not find start point & some DLL" however when I try to start the game, it causes a STOP error and the Windows Blue Screen of death showing violation errors.